[amibroker] Re: Long and Short

["mjarvis999" <mark.jarvis@xxxxxxxxx>]

Thanks Graham, you are truly brilliant with some of the solutions you
come up with.

--- In amibroker@xxxxxxxxxxxxxxx, Graham <kavemanperth@xxx> wrote:
>
> 2 ways of doing this
> first is to use the custom backtest
> the other is to create copy of your symbol using addtocomposite, with
> different name like AGL and ~AGL_S, and use one for long and one for
short
> trades. You trade conditions need to include the symbol name to be used
> Buy = BuyConditions and Name()=="AGL";
> Short = shortconditions and Name()=="~AGL_S";
> 
> -- 
> Cheers
> Graham
> AB-Write >< Professional AFL Writing Service
> Yes, I write AFL code to your requirements
> http://www.aflwriting.com
> 
> On 09/11/06, Mark Jarvis <mark.jarvis@xxx> wrote:
> >
> > Hi,
> >
> > A quick question if I may.  I'm trying to test a system that may
go long
> > AND short on the same day and hold until close.  Specifically, I
enter on a
> > break of the high (long) or low (short) of the previous day.  An
outside day
> > will obviously trigger both of these criteria.
> >
> > Backtesting by default is only picking one of the trades.  Is there a
> > "simple" way to backtest this using the AB Backtester (including
the old
> > one) or do I have to go into custom backtest code?   I understand
that I
> > could also export a scan or exploration.
> >
> > Thanks,
> >
> > Mark
> > 
> >
>




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